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hub / github.com/Open-Quant/openquant / test_frac_diff

Function test_frac_diff

crates/openquant/tests/fracdiff.rs:31–39  ·  view source on GitHub ↗
()

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29
30#[test]
31fn test_frac_diff() {
32 let data = load_close_series();
33 for i in 1..10 {
34 let diff_amt = i as f64 / 10.0;
35 let fd = frac_diff(&data, diff_amt, 0.01);
36 assert_eq!(fd.len(), data.len());
37 assert!(fd[0].is_nan());
38 }
39}
40
41#[test]
42fn test_frac_diff_ffd() {

Callers

nothing calls this directly

Calls 2

load_close_seriesFunction · 0.85
frac_diffFunction · 0.85

Tested by

no test coverage detected